+23.6%
GFS vs MSI
+37.5%
-13.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.5% | +4.0% | +5.7% |
| 7D | +6.2% | +7.7% | -1.5% | +7.3% |
| 30D | -11.4% | +19.9% | -31.3% | -9.8% |
| 3M | -15.5% | +14.9% | -30.4% | -14.0% |
| 6M | -42.6% | +37.2% | -79.9% | -41.8% |
| YTD | +23.2% | +40.8% | -17.6% | +28.9% |
| 1Y | +23.6% | +38.1% | -14.6% | +42.6% |
| All | +23.6% | +37.5% | -13.9% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling